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Local asymptotics of the cycle maximum of a heavy-tailed random walk
Authors:
Denisov, Denis Shneer, Vsevolod
Citation:
Denisov, Denis et Shneer, Vsevolod, Local asymptotics of the cycle maximum of a heavy-tailed random walk, Advances in applied probability , 39(1), 2007, pp. 221-244
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